-36.0%
DOW vs DKS
+13.0%
-49.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.7% |
| 7D | -6.0% | -2.9% | -3.1% | -5.5% |
| 30D | -2.7% | -37.7% | +35.0% | +5.8% |
| 3M | -10.5% | -38.9% | +28.5% | -2.5% |
| 6M | -12.4% | -31.1% | +18.7% | -8.1% |
| YTD | +30.0% | -31.8% | +61.8% | +36.7% |
| 1Y | +27.8% | -38.0% | +65.8% | +37.2% |
| 3Y | -34.9% | +28.6% | -63.6% | -40.6% |
| All | -36.0% | +13.0% | -49.0% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DKS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling